hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
920.71
Total PnL
-79.29 (-7.93%)
Total Trades (Win/Los)
360 (130/230)
Win Rate
36.11%
Max Drawdown
538.33 (44.36%)
Total Fees
71.59
Position avg (max), %
89.56 (113.20)
Profit Factor
1.00
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -17.13% 30.88% -10.48% -5.24% -7.02% 7.93% -3.20% 3.44% 5.29% -5.21% 17.44% -14.34% -7.18%
2025 2.03% 5.21% -6.40% -13.16% 4.66% -14.12% 13.81% 5.58% 3.96% -2.76% 7.20% -12.65% -10.77%
2026 25.97% 4.77% -12.77% -3.71% 0.33% 0.01% — — — — — — 11.23%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 920.71
Min balance 675.11
Max balance 1242.15
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.27
Average monthly return (arithmetic), % 0.34
Best month, % 30.88
Worst month, % -17.13
PnL, Volume & Fees
Metric Value
Total PnL -79.29
Total PnL, % -7.93
Gross profit 3223.50
Gross loss 3221.60
Trading volume (USDT) 198873.88
Total transactions (buy/sell) 363
Total fees 71.59
Funding net -9.60
Funding accrued (received) 44.44
Funding paid 54.04
Trades
Metric Value
Total Trades 360
Win Trades 130
Los Trades 230
Win Rate, % 36.11
Expectancy per trade 0.0053
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.56
Position max, % of margin balance 113.20
Max Drawdown 538.33
Max Drawdown, % 44.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0006
Recovery Factor (Total PnL / Max DD) -0.1473
Sharpe ratio (monthly) 0.1051
Sortino ratio (monthly) 0.1700
CAGR, % -3.36
Calmar ratio (CAGR / Max DD%) -0.0758
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -127.71 | Fee: 25.80 | Vol: 71661.49
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 33.0,
    "balance_percentage_short": 33.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 5,
    "detection": 17,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}